The model confidence set PR Hansen, A Lunde, JM Nason Econometrica 79 (2), 453-497, 2011 | 2312 | 2011 |
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research T Cogley, JM Nason Journal of Economic Dynamics and Control 19 (1-2), 253-278, 1995 | 1357* | 1995 |
Output dynamics in real-business-cycle models T Cogley, JM Nason American Economic Review 85 (3), 492-511, 1995 | 1013 | 1995 |
Nonparametric exchange rate prediction? FX Diebold, JM Nason Journal of international Economics 28 (3), 315-332, 1990 | 743 | 1990 |
Testing for structural breaks in cointegrated relationships AW Gregory, JM Nason, DG Watt Journal of Econometrics 71 (1-2), 321-341, 1996 | 369 | 1996 |
Choosing the best volatility models: The model confidence set approach* PR Hansen, A Lunde, JM Nason Oxford Bulletin of Economics and Statistics 65 (S1), 839-861, 2003 | 259 | 2003 |
Identifying the new Keynesian Phillips curve JM Nason, GW Smith Journal of Applied Econometrics 23 (5), 525-551, 2008 | 247 | 2008 |
The present-value model of the current account has been rejected: Round up the usual suspects JM Nason, JH Rogers Journal of International Economics 68 (1), 159-187, 2006 | 227 | 2006 |
Testing the significance of calendar effects P Hansen, A Lunde, JM Nason Federal Reserve Bank of Atlanta Working Paper, 2005 | 143 | 2005 |
The new Keynesian Phillips curve: Lessons from single-equation econometric estimation JM Nason, GW Smith FRB Richmond Economic Quarterly 94 (4), 361-395, 2008 | 115 | 2008 |
Investment and the Current Account in the Short Run and the Long Run JM Nason, JH Rogers Journal of Money, Credit and Banking 34 (3), 967-986, 2002 | 113 | 2002 |
Testing the implications of long‐run neutrality for monetary business cycle models JM Nason, T Cogley Journal of Applied Econometrics 9 (S1), S37-S70, 1994 | 109 | 1994 |
Information criteria for impulse response function matching estimation of DSGE models A Hall, A Inoue, J Nason, B Rossi Journal of Econometrics 170, 499-518, 2012 | 84 | 2012 |
Bayesian estimation of DSGE models PA Guerrón-Quintana, JM Nason Handbook of Research Methods and Applications in Empirical Macroeconomics …, 2013 | 78 | 2013 |
Impulse dynamics and propagation mechanisms in a real business cycle model T Cogley, JM Nason Economics Letters 43 (1), 77-81, 1993 | 70 | 1993 |
Simple versus optimal rules as guides to policy WA Brock, SN Durlauf, JM Nason, G Rondina Journal of Monetary Economics 54 (5), 1372-1396, 2007 | 61 | 2007 |
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility E Mertens, JM Nason Quantitative Economics 11 (4), 1485-1520, 2020 | 55 | 2020 |
Bringing financial stability into monetary policy EM Leeper, JM Nason CAMA Working Paper, 2014 | 54 | 2014 |
Long‐run monetary neutrality and long‐horizon regressions PJ Coe, JM Nason Journal of Applied Econometrics 19 (3), 355-373, 2004 | 50* | 2004 |
Discussion of "Welfare Effects of Tax Policy in Open Economies: Stabilization and Cooperation," Jinill Kim and Sunghyun Kim JM Nason International Journal of Central Banking 14 (3), 377-387, 2018 | 49* | 2018 |